CME Japanese Yen Future March 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 1.1943 1.1951 0.0008 0.1% 1.2165
High 1.1979 1.2027 0.0048 0.4% 1.2233
Low 1.1909 1.1941 0.0032 0.3% 1.1953
Close 1.1970 1.2000 0.0030 0.3% 1.1979
Range 0.0070 0.0086 0.0016 22.9% 0.0280
ATR 0.0101 0.0100 -0.0001 -1.1% 0.0000
Volume 139,406 128,674 -10,732 -7.7% 607,899
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2247 1.2210 1.2047
R3 1.2161 1.2124 1.2024
R2 1.2075 1.2075 1.2016
R1 1.2038 1.2038 1.2008 1.2057
PP 1.1989 1.1989 1.1989 1.1999
S1 1.1952 1.1952 1.1992 1.1971
S2 1.1903 1.1903 1.1984
S3 1.1817 1.1866 1.1976
S4 1.1731 1.1780 1.1953
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 1.2895 1.2717 1.2133
R3 1.2615 1.2437 1.2056
R2 1.2335 1.2335 1.2030
R1 1.2157 1.2157 1.2005 1.2106
PP 1.2055 1.2055 1.2055 1.2030
S1 1.1877 1.1877 1.1953 1.1826
S2 1.1775 1.1775 1.1928
S3 1.1495 1.1597 1.1902
S4 1.1215 1.1317 1.1825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2037 1.1909 0.0128 1.1% 0.0076 0.6% 71% False False 121,356
10 1.2341 1.1909 0.0432 3.6% 0.0096 0.8% 21% False False 127,276
20 1.2341 1.1909 0.0432 3.6% 0.0101 0.8% 21% False False 123,275
40 1.2365 1.1909 0.0456 3.8% 0.0105 0.9% 20% False False 112,073
60 1.2365 1.1842 0.0523 4.4% 0.0108 0.9% 30% False False 90,383
80 1.2474 1.1842 0.0632 5.3% 0.0108 0.9% 25% False False 67,860
100 1.2474 1.1842 0.0632 5.3% 0.0102 0.9% 25% False False 54,307
120 1.2474 1.1666 0.0808 6.7% 0.0096 0.8% 41% False False 45,270
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2393
2.618 1.2252
1.618 1.2166
1.000 1.2113
0.618 1.2080
HIGH 1.2027
0.618 1.1994
0.500 1.1984
0.382 1.1974
LOW 1.1941
0.618 1.1888
1.000 1.1855
1.618 1.1802
2.618 1.1716
4.250 1.1576
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 1.1995 1.1989
PP 1.1989 1.1979
S1 1.1984 1.1968

These figures are updated between 7pm and 10pm EST after a trading day.

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